+544.7%
CSX vs JD
+45.5%
+499.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.2% |
| 7D | +0.1% | +9.0% | -8.8% | -1.0% |
| 30D | +9.7% | +5.2% | +4.5% | +8.9% |
| 3M | +2.3% | -15.9% | +18.2% | +4.5% |
| 6M | +17.1% | -7.7% | +24.8% | +17.9% |
| YTD | +44.9% | +0.1% | +44.8% | +44.0% |
| 1Y | +47.1% | -9.7% | +56.8% | +48.2% |
| 3Y | +78.6% | +12.9% | +65.7% | +68.3% |
| 5Y | +57.2% | -60.6% | +117.8% | +65.2% |
| 10Y | +479.2% | +28.4% | +450.8% | +346.2% |
| All | +544.7% | +45.5% | +499.2% | +383.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling